Hedge Funds Review - May 2016
Articles in this issue
Liquidity adds to institutional zest for hedge fund clones
Demand is high for alternative ETFs, despite underwhelming performance
Smaller firms get boost on timing for non-cleared margin
Counterparties will be able to offset extra collateral calls, says source close to EBA
Buy side targets leverage cap in SEC derivatives plans
AQR says its managed futures fund could suffer larger drawdowns under new rule
Managed futures funds outshine macro peers
Quant funds doing a better job interpreting drivers of rates and currency markets
Three ways to model liquidity risk
Deriving synthetic bid/ask spreads offers a new approach to a thorny problem
Buy side turning to stress tests to manage liquidity
Asset managers look beyond quantitative metrics for hard-to-model risk
SEC’s fund leverage cap needs revising but the idea is sound
Simplicity is welcome – up to a point
